Xenos Chang-Shuo Lin

Publication Activity (10 Years)

Years Active: 2014-2021
Publications (10 Years): 4

Top Topics

Black Scholes Model

Discrete Variables

Conditional Distribution

Top Venues

Oper. Res. Lett.

J. Appl. Probab.

Comput. Oper. Res.

Math. Methods Oper. Res.

Publications

Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Changyao Lin
Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility. Math. Methods Oper. Res. 94 (3) (2021)
Yi-Ching Yao, Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin
Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic. J. Appl. Probab. 54 (1) (2017)
Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Wan-Ling Chao
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process. Comput. Oper. Res. 65 (2016)
Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Steve Hsin-Ting Yu
A note on the never-early-exercise region of American power exchange options. Oper. Res. Lett. 44 (1) (2016)
Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Wan-Ling Chao
Option pricing under jump-diffusion models with mean-reverting bivariate jumps. Oper. Res. Lett. 42 (1) (2014)